EFTA01455354.pdf

Detiscv Bank Matt WINN Napapectes Waft (swap On OesTE Sank LCOUNNX Nai /*IOW* PO Ba 1776. Banenore NO 2I203 341144 *emit Nib ;kW Now *A. BY 10154 (MIIWO!. Ns% 21111409S Statement Period: 08/01/2014 - 08/3112014 Portfolio Holdings (continued) U.S. DOLLARS :continued) Adjusted Unrealized Acaued Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Ilaiket Price Market Value Gale Lou Interest Annual Income Yield Fixed Income (continued) Corporate Bonds (continued) EARTHLINK INC GTD SR NT FULLY EXCHANGED (continued) Original Cost Basis: $414,000.00 10/23112 '.3,12 600.000 000 102.4990 614.99212 102.2500 613,500 00 -1,492.62 15,879.18 53,250 00 8.67% Original Cost Basis: $819,500.00 Total Noncovered 1,000,000.000 1,025,749.10 1,022,500.00 -3,249.10 28,131.94 88,750.00 Total 1,000,000.000 $1,025,749.10 $1,022,500.00 43,249.10 $28,131.94 $08,750.00 SERYICEM ASTER CO SR NT - CUSIP FULLY Security Identifier: 81780N AN9 EXCHANGED FROM OLD CUSIP 81760NAL3 8.000% 02/15120 WE DTD 02113112 Moody Rating CriA1 S & P Rating B- 01/24/13 '.12,13 440,000.000 101.5910 460,199.63 107.2500 471,900 01 11,700.38 1.561.11 35,200.00 7.15% Original Cost Basis: 5468,050.00 02/25/13 '.11,13 1,000,000.000 105.1020 1,051,018.62 107.2500 1,072.499 99 21.481 37 3.555.56 80,000.00 7.45% Original Cost Basis: $1,070.000.00 Total Noncovered 1,440,000.000 1 611 218.25 1,544,400.00 33,181.75 5,120.00 115,200.00 Total 1,440,000.000 $1,611,218.25 $1,544,400.00 633,181.76 $5,120.00 $115,200.00 LLOYDS TSB BK PLC EURO ISSUE MEDIUM Security Identifier: 64515PP48 TERM NOTESISIN9X50717735822 9.875% 12/16/21 REG DTD 12/16/11 Moody Rating Bat 58 P Rating BBB 12104113 %AM 1,500,000.000 107.9440 1.619,166 62 117 0000 1.755.000 00 135,833.38 104,510.42 148.125.00 8.44% Original Cost Basis: 51.627.500 00 SOUTHERN CALIF EDISON CO Security Identifier: 842400FU2 PREF SER E 6.250% 02/01122 BeE DTD 01117/12 CALLABLE 02701122 Moody Rating BAA1 S & P Rating BBB- 01/30112'.1,12 3.000100 000 99.8020 2,994,061.72 108.7500 3,262,500.00 268,438.28 15,625 00 187,500.00 5.74% Original Cost Basis: $2,992,564.97 Page 5 of 20 Account Number: N4G-023804 Rote? ELCIOUNI Go paperless f Ur tone? U)01 SOLP-ERN FINANCIAL LLC AZA Almalrr DUCAR RATED COMNIUN iCATPC46 [POULENC? CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0114075 CONFIDENTIAL SDNY_GM_00260259 EFTA01455354